Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 223 500 | 223 500 | 223 500 | 223 500 | 417 978 CHF | 420 213 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 242 900 | 242 900 | 242 900 | 242 900 | 468 503 CHF | 470 932 CHF | 99,96% | 99,96% |
18/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 242 400 | 242 400 | 242 400 | 242 400 | 423 462 CHF | 425 886 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 234 800 | 234 800 | 234 800 | 234 800 | 418 124 CHF | 420 472 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 214 000 | 214 000 | 214 000 | 214 000 | 402 047 CHF | 404 187 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 216 400 | 216 400 | 216 400 | 216 400 | 418 989 CHF | 421 153 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 239 700 | 239 700 | 239 700 | 239 700 | 447 118 CHF | 449 515 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 221 600 | 221 600 | 221 600 | 221 600 | 403 970 CHF | 406 186 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 231 900 | 231 900 | 231 900 | 231 900 | 442 990 CHF | 445 309 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 232 200 | 232 200 | 232 200 | 232 200 | 420 029 CHF | 422 351 CHF | 99,67% | 99,67% |